+84.5%
CDNS vs ESI
+42.9%
+41.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.1% | +0.1% | +2.6% |
| 7D | +2.1% | -3.5% | +5.6% | +3.8% |
| 30D | -4.6% | -9.3% | +4.6% | -0.1% |
| 3M | -0.8% | -12.8% | +12.0% | +5.4% |
| 6M | -7.2% | -24.6% | +17.4% | +4.3% |
| YTD | +7.7% | +32.7% | -25.1% | -13.8% |
| 1Y | +3.5% | +20.3% | -16.8% | -12.6% |
| 3Y | +31.2% | +80.2% | -49.0% | -16.4% |
| 5Y | +84.5% | +40.0% | +44.6% | +39.6% |
| All | +84.5% | +42.9% | +41.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling